+53.7%
RLJ vs SPY
+18.8%
+34.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +2.0% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | -1.1% | -1.4% | +0.3% | -0.2% |
| 3M | +3.7% | +3.7% | 0.0% | +0.7% |
| 6M | +46.3% | +13.0% | +33.3% | +31.5% |
| YTD | +50.8% | +12.4% | +38.4% | +36.1% |
| 1Y | +53.7% | +18.5% | +35.1% | +31.7% |
| All | +53.7% | +18.8% | +34.9% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling